WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 344,241: 57,858 72,119 59,317 196,292 167,332 313,467 298,768: 30,774 45,473
Old : 258,055: 55,880 73,789 25,268 154,021 134,551 235,169 233,609: 22,886 24,446
Other: 86,186: 23,353 19,704 12,674 42,271 32,780 78,298 65,159: 7,888 21,027
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,957: 1,229 141 335 3,628 3,279 5,191 3,755: -234 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 21.0 17.2 57.0 48.6 91.1 86.8: 8.9 13.2
Old : 100.0: 21.7 28.6 9.8 59.7 52.1 91.1 90.5: 8.9 9.5
Other: 100.0: 27.1 22.9 14.7 49.0 38.0 90.8 75.6: 9.2 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 88 104 101 57 64 213 214:
Old : 264: 80 108 70 53 56 181 188:
Other: 157: 58 39 51 24 55 101 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 28.4 44.4 35.5 31.2 25.6 44.3 30.9
Old : 40.1 34.9 52.6 43.2 40.1 34.5 52.2 41.6
Other: 44.0 20.1 59.8 28.7 39.5 13.9 50.2 20.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,020,989: 156,242 120,651 190,739 500,954 466,874 847,935 778,264: 173,055 242,725
Old : 854,713: 135,665 132,647 141,747 427,475 387,413 704,888 661,807: 149,825 192,906
Other: 166,277: 45,355 12,781 24,214 73,478 79,461 143,047 116,457: 23,229 49,819
: : :
: : Changes in Commitments from: January 3, 2006 :
: 24,088: 2,874 -6,438 8,091 16,571 13,442 27,536 15,095: -3,447 8,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.8 18.7 49.1 45.7 83.1 76.2: 16.9 23.8
Old : 100.0: 15.9 15.5 16.6 50.0 45.3 82.5 77.4: 17.5 22.6
Other: 100.0: 27.3 7.7 14.6 44.2 47.8 86.0 70.0: 14.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 143 127 156 214 223 447 433:
Old : 547: 123 151 146 206 212 427 417:
Other: 321: 79 43 51 74 175 172 250:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 15.3 26.1 21.2 16.4 13.5 24.3 18.1
Old : 19.5 14.9 28.8 20.9 19.4 13.2 27.2 17.9
Other: 27.0 21.3 35.3 28.6 26.5 20.3 34.1 25.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,170: 5,053 465 176 1,583 7,675 6,812 8,316: 3,358 1,854
Old : 9,085: 5,009 466 155 1,029 6,921 6,193 7,541: 2,892 1,544
Other: 1,085: 44 0 21 554 754 619 775: 466 310
: : :
: : Changes in Commitments from: January 3, 2006 :
: 149: 10 146 -76 88 -116 22 -46: 127 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 4.6 1.7 15.6 75.5 67.0 81.8: 33.0 18.2
Old : 100.0: 55.1 5.1 1.7 11.3 76.2 68.2 83.0: 31.8 17.0
Other: 100.0: 4.1 0.0 1.9 51.1 69.5 57.1 71.4: 42.9 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 5 3 11 16 31 23:
Old : 43: 19 5 3 10 16 30 23:
Other: 15: 4 0 3 4 9 8 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 40.4 42.4 61.3 26.7 38.0 40.9 56.1
Old : 29.9 40.4 45.8 60.8 29.9 40.2 45.8 59.5
Other: 53.8 63.1 57.1 70.6 50.5 63.1 51.7 66.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 384,580: 60,568 48,041 79,972 178,088 155,019 318,628 283,031: 65,952 101,549
Old : 341,878: 57,578 58,528 62,444 162,243 139,324 282,264 260,296: 59,613 81,582
Other: 42,702: 17,680 4,203 2,838 15,845 15,695 36,363 22,736: 6,339 19,967
: : :
: : Changes in Commitments from: January 3, 2006 :
: 19,955: 2,239 13,596 4,123 13,087 -2,603 19,449 15,116: 506 4,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.5 20.8 46.3 40.3 82.9 73.6: 17.1 26.4
Old : 100.0: 16.8 17.1 18.3 47.5 40.8 82.6 76.1: 17.4 23.9
Other: 100.0: 41.4 9.8 6.6 37.1 36.8 85.2 53.2: 14.8 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 115 113 142 96 113 287 302:
Old : 365: 112 119 135 91 110 272 298:
Other: 163: 51 29 21 36 68 96 109:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 18.8 29.2 26.6 16.5 10.8 23.8 14.2
Old : 20.6 19.7 32.2 28.3 19.7 12.1 27.9 17.5
Other: 33.9 21.7 46.2 29.2 32.9 20.5 42.6 26.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,638: 9,697 3,912 457 0 186 10,154 4,555: 3,484 9,083
Old : 10,380: 7,021 3,872 444 0 163 7,465 4,479: 2,915 5,901
Other: 3,258: 2,686 50 3 0 23 2,689 76: 569 3,182
: : :
: : Changes in Commitments from: January 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 28.7 3.4 0.0 1.4 74.5 33.4: 25.5 66.6
Old : 100.0: 67.6 37.3 4.3 0.0 1.6 71.9 43.2: 28.1 56.8
Other: 100.0: 82.4 1.5 0.1 0.0 0.7 82.5 2.3: 17.5 97.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 11 6 0 1 10 16:
Old : 20: 8 11 5 0 1 9 16:
Other: 7: 4 2 1 0 1 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 14.4 74.4 24.2 64.7 14.4 71.1 24.2
Old : 63.0 18.5 71.9 31.3 59.1 18.5 67.6 31.3
Other: 82.5 2.3 82.5 2.3 82.4 2.2 82.4 2.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 189,591: 23,464 29,112 36,921 106,451 99,870 166,836 165,904: 22,755 23,687
Old : 174,225: 25,112 28,633 31,965 96,138 91,241 153,214 151,839: 21,011 22,386
Other: 15,366: 2,152 4,279 1,157 10,313 8,629 13,622 14,065: 1,744 1,301
: : :
: : Changes in Commitments from: January 3, 2006 :
: -6,360: 3,223 -8,706 -4,681 -504 8,999 -1,961 -4,388: -4,399 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.4 19.5 56.1 52.7 88.0 87.5: 12.0 12.5
Old : 100.0: 14.4 16.4 18.3 55.2 52.4 87.9 87.2: 12.1 12.8
Other: 100.0: 14.0 27.8 7.5 67.1 56.2 88.7 91.5: 11.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 31 59 43 55 48 121 123:
Old : 161: 43 52 42 55 48 120 122:
Other: 46: 9 15 8 12 15 24 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 28.4 35.2 37.6 21.7 23.8 31.0 29.2
Old : 23.5 27.5 34.7 37.0 23.0 22.6 31.6 28.2
Other: 74.5 44.3 80.4 60.2 71.1 43.7 76.3 58.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 704,101: 55,941 88,466 73,801 428,586 361,462 558,328 523,729: 145,773 180,371
Old : 704,101: 55,941 88,466 73,801 428,586 361,462 558,328 523,729: 145,773 180,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -16,436: -20,882 12,279 -5,112 8,671 -32,618 -17,323 -25,451: 887 9,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.6 10.5 60.9 51.3 79.3 74.4: 20.7 25.6
Old : 100.0: 7.9 12.6 10.5 60.9 51.3 79.3 74.4: 20.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 24 39 36 60 66 106 119:
Old : 145: 24 39 36 60 66 106 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 15.4 33.6 25.5 17.8 12.0 25.1 18.7
Old : 24.5 15.4 33.6 25.5 17.8 12.0 25.1 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 140,976: 24,941 11,378 22,329 66,080 88,657 113,349 122,364: 27,627 18,612
Old : 128,541: 24,719 10,812 17,730 59,207 81,853 101,656 110,395: 26,886 18,147
Other: 12,435: 1,729 2,074 3,092 6,873 6,804 11,694 11,969: 741 465
: : :
: : Changes in Commitments from: January 3, 2006 :
: -11,949: -7,377 1,938 -762 -1,141 -11,868 -9,280 -10,692: -2,669 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.1 15.8 46.9 62.9 80.4 86.8: 19.6 13.2
Old : 100.0: 19.2 8.4 13.8 46.1 63.7 79.1 85.9: 20.9 14.1
Other: 100.0: 13.9 16.7 24.9 55.3 54.7 94.0 96.3: 6.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 43 32 36 50 54 116 103:
Old : 144: 47 30 36 50 52 116 101:
Other: 55: 12 13 17 22 20 45 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 27.4 27.6 40.0 13.7 21.6 19.4 28.4
Old : 18.1 28.6 26.5 41.9 14.6 23.1 19.6 31.3
Other: 40.0 43.8 57.7 60.5 35.9 43.0 50.5 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,596: 4,129 323 723 2,718 8,389 7,570 9,435: 3,026 1,161
Old : 9,894: 4,010 383 557 2,513 7,980 7,080 8,920: 2,813 974
Other: 702: 179 1 106 205 408 490 515: 213 187
: : :
: : Changes in Commitments from: January 3, 2006 :
: 905: 669 -34 -51 54 705 671 620: 234 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 3.1 6.8 25.7 79.2 71.4 89.0: 28.6 11.0
Old : 100.0: 40.5 3.9 5.6 25.4 80.7 71.6 90.2: 28.4 9.8
Other: 100.0: 25.5 0.1 15.1 29.2 58.1 69.7 73.4: 30.3 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 30 4 6 21 19 53 27:
Old : 64: 28 6 6 20 18 52 26:
Other: 19: 7 1 4 6 8 13 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 60.6 33.2 70.8 17.9 52.2 25.9 61.8
Old : 21.5 61.5 34.2 71.8 19.2 53.8 28.0 63.9
Other: 45.3 54.5 60.5 68.7 23.6 32.2 31.3 36.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 414,434: 111,482 109,553 2,472 219,591 204,772 333,545 316,797: 80,889 97,637
Old : 414,434: 111,482 109,553 2,472 219,591 204,772 333,545 316,797: 80,889 97,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 10,017: 177 12,307 -2,030 -2,772 6,042 -4,624 16,319: 14,641 -6,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 26.4 0.6 53.0 49.4 80.5 76.4: 19.5 23.6
Old : 100.0: 26.9 26.4 0.6 53.0 49.4 80.5 76.4: 19.5 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 25 27 6 48 55 76 85:
Old : 130: 25 27 6 48 55 76 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 26.8 42.9 35.9 29.9 26.4 42.4 35.1
Old : 29.9 26.8 42.9 35.9 29.9 26.4 42.4 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,010,207: 386,294 237,600 232,004 1,127,683 1,115,993 1,745,982 1,585,597: 264,226 424,610
Old : 2,010,207: 386,294 237,600 232,004 1,127,683 1,115,993 1,745,982 1,585,597: 264,226 424,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 21,277: -17,509 16,474 21,700 21,007 -24,916 25,197 13,258: -3,921 8,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.8 11.5 56.1 55.5 86.9 78.9: 13.1 21.1
Old : 100.0: 19.2 11.8 11.5 56.1 55.5 86.9 78.9: 13.1 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 55 60 70 94 114 184 209:
Old : 241: 55 60 70 94 114 184 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 22.5 40.8 29.0 27.1 19.5 33.6 24.1
Old : 30.7 22.5 40.8 29.0 27.1 19.5 33.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,186,873: 180,884 207,520 80,368 737,729 636,056 998,980 923,944: 187,893 262,930
Old : 1,186,873: 180,884 207,520 80,368 737,729 636,056 998,980 923,944: 187,893 262,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,804: -3,034 -16,329 7,237 -6,604 3,716 -2,401 -5,377: 7,205 10,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.5 6.8 62.2 53.6 84.2 77.8: 15.8 22.2
Old : 100.0: 15.2 17.5 6.8 62.2 53.6 84.2 77.8: 15.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 33 45 35 62 81 113 143:
Old : 172: 33 45 35 62 81 113 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 22.1 44.1 28.9 29.7 21.3 39.2 26.4
Old : 34.2 22.1 44.1 28.9 29.7 21.3 39.2 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 614,196: 148,792 72,176 219,618 207,199 292,787 575,609 584,581: 38,588 29,615
Old : 614,196: 148,792 72,176 219,618 207,199 292,787 575,609 584,581: 38,588 29,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 45,016: -23,141 5,655 56,967 38,187 512 72,013 63,134: -26,998 -18,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 11.8 35.8 33.7 47.7 93.7 95.2: 6.3 4.8
Old : 100.0: 24.2 11.8 35.8 33.7 47.7 93.7 95.2: 6.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 31 32 45 56 52 114 106:
Old : 134: 31 32 45 56 52 114 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 35.0 48.3 45.9 21.9 19.2 26.0 24.0
Old : 34.7 35.0 48.3 45.9 21.9 19.2 26.0 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 43,172: 11,645 6,596 520 16,700 28,679 28,865 35,795: 14,307 7,377
Old : 43,172: 11,645 6,596 520 16,700 28,679 28,865 35,795: 14,307 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,430: 1,899 -42 55 1,796 2,184 3,750 2,197: 680 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 15.3 1.2 38.7 66.4 66.9 82.9: 33.1 17.1
Old : 100.0: 27.0 15.3 1.2 38.7 66.4 66.9 82.9: 33.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 16 11 6 19 13 37 28:
Old : 56: 16 11 6 19 13 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 36.7 37.3 59.7 23.0 36.7 37.3 59.7
Old : 23.1 36.7 37.3 59.7 23.0 36.7 37.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 84,494: 39,386 24,006 7,094 26,720 28,993 73,200 60,093: 11,294 24,402
Old : 84,494: 39,386 24,006 7,094 26,720 28,993 73,200 60,093: 11,294 24,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 12,169: 3,244 2,844 1,328 6,096 5,755 10,668 9,927: 1,501 2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 28.4 8.4 31.6 34.3 86.6 71.1: 13.4 28.9
Old : 100.0: 46.6 28.4 8.4 31.6 34.3 86.6 71.1: 13.4 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 29 29 19 16 19 58 54:
Old : 86: 29 29 19 16 19 58 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 30.8 57.6 48.4 46.5 27.8 56.1 43.2
Old : 46.5 30.8 57.6 48.4 46.5 27.8 56.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,610: 8,826 4,323 510 24,247 28,746 33,583 33,579: 27 31
Old : 33,610: 8,826 4,323 510 24,247 28,746 33,583 33,579: 27 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -448: -72 -35 35 -203 10 -240 10: -208 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.9 1.5 72.1 85.5 99.9 99.9: 0.1 0.1
Old : 100.0: 26.3 12.9 1.5 72.1 85.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 12 4 15 18 26 32:
Old : 50: 9 12 4 15 18 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 56.8 82.9 81.2 64.5 54.1 77.2 72.5
Old : 66.4 56.8 82.9 81.2 64.5 54.1 77.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006